Option Chain (Equity Derivatives)

Underlying Index: NIFTY 10029.10   As on Jun 04, 2020 15:30:30 IST
View Options Contracts for: OR
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Futures contracts
CALLS   PUTS
Chart OI Chng in OI Volume IV LTP Net Chng Bid
Qty
Bid
Price
Ask
Price
Ask
Qty
Expiry Date Bid
Qty
Bid
Price
Ask
Price
Ask
Qty
Net Chng LTP IV Volume Chng in OI OI Chart
1,377,450 325,950 2,446,327 - 29.00 -73.00 12,900 29.00 29.10 750 4JUN2020 - - 0.05 600,525 -35.60 0.05 - 3,008,785 2,280,825 4,751,700
875,400 602,400 70,079 23.01 152.75 -55.40 150 152.95 159.90 150 11JUN2020 4,275 144.00 144.90 450 7.20 144.90 30.38 86,408 502,500 855,975
11,325 9,825 256 24.68 228.30 -42.00 75 222.30 228.65 150 18JUN2020 150 208.20 212.90 150 1.70 208.00 30.76 317 9,375 10,500
1,866,375 267,600 42,112 23.25 268.00 -41.15 675 268.00 268.95 750 25JUN2020 225 255.75 257.00 525 18.50 256.90 31.21 69,224 322,125 2,010,825
- - - - - - 3,000 15.00 483.25 150 2JUL2020 75 5.05 442.90 7,350 - - - - - -
- - - - - - 75 4.00 496.85 7,350 9JUL2020 - - 444.90 7,350 - - - - - -
- - - - - - - - 493.05 7,350 16JUL2020 - - 444.90 7,350 - - - - - -
- - - - - - 75 12.20 498.65 7,350 23JUL2020 75 1.20 - - - - - - - -
470,775 10,875 1,994 19.66 404.50 -28.40 150 395.35 409.00 75 30JUL2020 150 392.00 396.00 2,100 19.00 392.00 30.75 2,246 12,150 181,800
25,725 1,725 75 18.33 490.50 -29.20 150 471.05 489.75 75 27AUG2020 150 456.80 465.90 75 24.25 460.00 30.60 240 7,125 33,300
225 - - - 600.00 - 75 497.15 580.30 75 24SEP2020 75 262.05 586.80 300 13.10 535.00 31.61 2 75 750
579,975 375 173 14.90 794.00 -49.35 150 785.95 802.15 825 31DEC2020 150 659.00 660.00 375 11.00 659.00 31.43 341 3,825 737,475
- - - - - - - - - - 25MAR2021 750 605.05 947.50 750 - 900.00 - - - 75
- - - - - - - - - - 24JUN2021 - - 1,298.95 750 - 999.00 - - - 4,950
225 75 1 - 1,400.00 -250.00 75 1,300.00 1,500.00 75 30DEC2021 75 800.00 890.00 75 55.05 820.00 31.31 3 - 11,100
- - - - - - - - - - 30JUN2022 - - - - - 747.70 - - - 18,750
Total 5,207,475 2,561,017 3,167,566 8,617,200 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.